I don't worry about it.
If someone is gonna go for it, I have a lot of high dollar electronics that are far more theft worthy and far less penitentiary time than the guns. Most criminals know the laws and penalties fairly well. If you are in an area that you have to worry about that... Well, I would consider moving.
I'm sure all of my neighbors have seen me toting rifle cases and ammo boxes and gun bags. They've also seen me throwing knives and cracking a bullwhip in my front yard as well. Military decals on the cars. We'll just say they give me breathing room.
The alarm system is simply to alert me of an intrusion. If I am home, it is go time because I set it to instant alarm. If I am not home, I get a phone call, and I will make the police clear the house. I have insurance, and there is no way that someone that hasn't seen where I keep them all will find them all. The dog helps for the alert system as well. She gets real protective and sounds like a beast when she barks. She's as much defense as an alarm for alerting us to anything. She might crotch nudge them to death if they got inside, though I've seen her get bunched up at people before.
Besides, for what I could spend on a "good safe", all I am doing is slowing down the time it would take a determined criminal, not to mention... $2k will buy a LOT of ammo, or a couple or three guns.